Well, Emrys means "immortal" because of its ties with Ambrose. A name that has ties to immortality is Acacia (and would especially be neat to use if the baby is being born near Easter or spring time in general).

Emrys I could see going for either boy or girl, really!

And when I look at Walter, some feminine names that I can see going well with that are Henriette (nn Hattie), Avery, Meredith, Geraldine, Bernadette, Guinevere, Beatrice, Wilhelmina (nn Willa), Susan.

But when you say Sofia or Alice, names similar to them could be Cecelia, Charlotte, Lucy, Nora, Helen, Matilda, Cora, Louisa, Genevieve, Rosalind, Theodora, Winifred, Pearl, Ellen, Laurel.

Of course, if you feel any of those are just too long, there are ways you can shorten them. Hattie, Edith, Mary, Alda, Berna, Gwen, Bea, Willa, Ceci, Charla/Lottie, Tilda/Tilly, Lou, Eve, Rose, Thea/Dora, Winnie, Laura/Laurie, Sue.

If you end up having a girl, I really think you could still use Emrys, unless you don't want to risk having a boy that would have fit perfectly as an Emrys later on. Otherwise I think the perfect name like Walter would be Beatrice or Hattie. For Sofia or Alice: Lucy, Nora, Willa, Ceci, or Winnie.